Herding, Information Cascades and Volatility Spillovers in Futures Markets
Year of publication: |
2013
|
---|---|
Authors: | McAleer, Michael ; Radalj, Kim |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Rohstoffderivat | Währungsspekulation | Spotmarkt | Herdenverhalten | Kapitaleinkommen | Volatilität | Spillover-Effekt | Welt | Herding | speculation | hedging | noise traders | currency and commodity markets | futures and spot markets | time-varying volatility | causality-in-variance | spillovers |
Series: | Tinbergen Institute Discussion Paper ; 13-086/III |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 766329402 [GVK] hdl:10419/87206 [Handle] RePEc:dgr:uvatin:20130086 [RePEc] |
Classification: | D82 - Asymmetric and Private Information ; D84 - Expectations; Speculations ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael, (2013)
-
Herding, Information Cascades and Volatility Spillovers in Futures Markets
McAleer, Michael, (2013)
-
Herding, Information Cascades and Volatility Spillovers in Futures Markets
McAleer, Michael, (2013)
- More ...
-
Herding, Information Cascades and Volatility Spillovers in Futures Markets
McAleer, Michael, (2013)
-
Herding, Information Cascades and Volatility Spillovers in Futures Markets
McAleer, Michael, (2013)
-
Herding, Information Cascades and Volatility Spillovers in Futures Markets
McAleer, Michael, (2013)
- More ...